Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 219,410 CHF | 74,137 CHF | 90.28% | 90.28% |
10/05/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 219,902 CHF | 74,301 CHF | 95.41% | 95.41% |
08/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 259,035 CHF | 87,345 CHF | 94.03% | 94.03% |
07/05/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,638 CHF | 82,213 CHF | 92.78% | 92.78% |
06/05/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,673 CHF | 75,891 CHF | 96.82% | 96.82% |
03/05/2024 | 1.42% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 210,251 CHF | 71,084 CHF | 97.77% | 97.77% |
02/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,218 CHF | 74,739 CHF | 96.02% | 96.02% |
30/04/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 219,191 CHF | 74,064 CHF | 93.43% | 93.43% |
29/04/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,139 CHF | 73,380 CHF | 88.48% | 88.48% |
26/04/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,749 CHF | 68,583 CHF | 94.97% | 94.97% |